-6.9%
MSFW vs VOO
+22.8%
-29.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | +18.8% | +2.0% | +16.8% | +16.1% |
| 6M | +25.8% | +13.0% | +12.7% | +9.7% |
| YTD | +1.6% | +13.6% | -12.0% | -11.5% |
| 1Y | -5.2% | +20.1% | -25.2% | -21.1% |
| All | -6.9% | +22.8% | -29.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling